Access Statistics for Ilya Archakov
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A Canonical Representation of Block Matrices with Applications to Covariance and Correlation Matrices | 0 | 0 | 0 | 19 | 0 | 0 | 6 | 36 |
| A Markov Chain Estimator of Multivariate Volatility from High Frequency Data | 0 | 0 | 0 | 146 | 3 | 5 | 9 | 245 |
| A Multivariate Realized GARCH Model | 1 | 1 | 3 | 41 | 5 | 8 | 38 | 124 |
| A New Method for Generating Random Correlation Matrices | 0 | 0 | 1 | 29 | 2 | 3 | 15 | 42 |
| A New Parametrization of Correlation Matrices | 0 | 0 | 0 | 6 | 2 | 5 | 17 | 40 |
| Cluster GARCH | 0 | 0 | 4 | 16 | 1 | 3 | 27 | 36 |
| Total Working Papers | 1 | 1 | 8 | 257 | 13 | 24 | 112 | 523 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A Descriptive Study of High-Frequency Trade and Quote Option Data* | 0 | 1 | 1 | 7 | 2 | 7 | 13 | 28 |
| A New Parametrization of Correlation Matrices | 0 | 0 | 4 | 24 | 0 | 1 | 16 | 77 |
| A new method for generating random correlation matrices | 1 | 1 | 2 | 4 | 3 | 4 | 19 | 23 |
| Local mispricing and microstructural noise: A parametric perspective | 0 | 0 | 2 | 7 | 2 | 8 | 26 | 41 |
| Total Journal Articles | 1 | 2 | 9 | 42 | 7 | 20 | 74 | 169 |
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